A Closed Form Approach to the Valuation and Hedging of Basket and Spread Options
Journal Article
(2007)
Author(s)
SA Borovkova (TU Delft - Statistics)
FJ Permana (External organisation)
J.A.M. van der Weide (TU Delft - Applied Probability)
Research Group
Statistics
To reference this document use:
https://resolver.tudelft.nl/uuid:611833e5-358d-46fd-ab34-f78aa230c8d9
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Publication Year
2007
Research Group
Statistics
Issue number
4
Volume number
14
Pages (from-to)
8-24
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